v4.5.0-rc1 (8 November 2022)

Tagging v4.5.0-rc1

v4.4.0 (1 July 2022)

Complex:

• Added fast Fourier transform (FFT) implementations of 1D and 2D discrete Fourier transform and their inverses. (#2686, #2750)
• Added type traits for detecting whether a type has a value type that is complex. (#2694)
• Added vectorized versions of get_real and get_imag. (#2700)
• Vectorized complex abs(), to_complex. (#2737, #2749)

New functions:

• Added the incomplete beta function inverse. (#2637)
• Added the wishart_cholesky_lpdf, which is the Cholesky parameterization of the Wishart distribution of both the input matrix and the scale matrix. (#2710)
• Added the inverse Wishart Cholesky parameterization lpdf\lupdf is available along with inv_wishart_cholesky_rng. (#2713)
• Added the Cholesky parameterization of the multivariate Student's T distribution. (#2715)
• Added the quantile function of the standard normal density function with log input. (#2744)

Misc:

• Upgraded Sundials to version 6.1.1. (#2692)
• Updated Boost to 1.78.0. (#2725)
• Added namespace qualifiers to size and apply calls for C++17 compatibility. (#2693)
• Enabled address sanitizer and fix it when running inside Docker in Flatiron CI. (#2702)
• Made arena_allocator usable for all std containers. (#2708)
• Added gradient calculation for the a2 input in stan-math for the grad_2F1 function and fixes incorrect return values when z is between -1 and 0. (#2721)
• Updated the signatures of eigenvalues and eigenvectors to use our pseudo-concept require templates.(#2728)
• norm1 and norm2 were extended with the apply_vector_unary to accept general std::vectors as well as the Eigen vectors previously supported. (#2742)
• Cleaned up compiler warnings for unused variables and non-consistent use of class and struct for ops_partials_edge. (#2757)
• Fixed the check for y in gamma_lpdf so that it now errors if y is not a positive finite value. (#2758)
• Improved numerical stability of gamma_lcdf gradients (#2767)

v4.4.0-rc1 (21 June 2022)

Tagging v4.4.0-rc1

v4.3.2 (25 March 2022)

• Fixed template error for fma with matrix inputs.
• Fixed bug that did not allow for var<Matrix> types with different compile-time rows/cols to be assigned to one another.

v4.3.1 (2 March 2022)

• Fixed a bug with to_matrix(row_vector) and to_matrix(vector) that cause compile-time issues when the result was not stored in a temporary variable.

v4.3.0 (14 February 2022)

• Changed constants to static constexpr for efficiency, added Euler's Gamma constant. (#2478)
• Added lmultiply function that parallels multiply_log so that the language doesn't have to rename. (#2596)
• Cleaned up tests to include <CL/opencl.hpp> instead of <CL/cl2.hpp>. (#2610)
• Added missing implementations of that shadow the signatures of math functions in the std:: namespace. (#2612)
• Bugfix for the bug where 2x2 matrix exponential function outputs NaN for matrices with large eigenvalues. (#2616)
• Add compiler flag -D_BOOST_LGAMMA to allow users to force use of Boost lgamma implementation. (#2618)
• More informative error messages for ODE solvers. (#2620)
• Force linker to respect rpath set at compile time. (#2627)
• Upgraded Sundials to 6.0.0. (#2629)
• Added norm1() and norm2(). (#2636)
• Add missing von_mises_cdf_log and von_mises_ccdf_log signatures. (#2640)
• Refactored the DAE solver.(#2644)
• Added the inverse of the complementary error function - inv_erfc(). (#2645)
• Updated member functions for accessing tangents in scalar fvar types. (#2652)
• Added support for the new matrix type for GLM functions. (#2655)

v4.3.0-rc1 (31 January 2022)

Tagging v4.3.0-rc1

v4.2.1 (21 October 2021)

• Fixed issues with Adjoint ODE memory management
• Fixed included OpenCL headers

v4.2.0 (5 October 2021)

Miscellaneous:

• Updated Powell and Newton solvers to use an adjoint method to propagate derivatives in reverse mode which should result in modest speed-up. Added variadic interfaces (algebra_solver_powell_impl and algebra_solver_newton_impl). (#2421)
• Cleanup unused local typedefs. (#2505)
• Fix tbb initialization so that if STAN_THREADS is not defined then the number of threads is set to 1. (#2514)
• Bugfix for range checks not overriding STAN_THREADS. (#2530)
• Bugfix for vectorized log include order. (#2542)
• Added vectorized checks called by the stanc compiler. (#2556)
• Adds an overload for the constrain functions on whether to accumulate jacobians into log probability argument.(#2559)
• Updated algorithm for inv_Phi which is approximately 2x faster with precision of 16 digits. Based on the Fortran algorithm described in Wichura, M. J. (1988) Algorithm AS 241: The percentage points of the normal distribution. Applied Statistics, 37, 477–484.(#2566)
• Vectorized unconstrain and constraing functions. (#2574, #2580)
• Fixed generalized inverse so that it works for less than full rank symmetric matrices. (#2577)

Varmat:

• Added var<Matrix> overloads for append_row(), append_col(), rep_vector(), rep_row_vector(), to_vector(), divide(). (#2484, #2487, #2521, #2557)
• Added nested vectorized functions for the new matrix type. (#2502)
• Added support for basic slicing and dimension queries operators support var types. (#2507)
• Added several unary functions for var<Matrix> as well as division.(#2527)
• Allow accumulator to accept var<Matrix> matrix types(#2535)

Complex:

• Unary vectorized functions support containers of complex numbers(#2549)
• Added complex scalar functions get_real(), get_imag(), and to_complex.(#2554)

OpenCL:

• Added prim-only OpenCL implementations for qr_Q, qr_R, qr_thin_Q, qr_thin_R. (#2479)
• Fixed a bug for kernel generator operation block, eigenvalues_sym, eigenvectors_sym. (#2479, #2512)
• Added OpenCL implementation for cumulative_sum. (#2483)
• Fixed a bug that made OpenCL identity_matrix unusable. (#2499)
• Added reverse mode for indexing.(#2511)
• Fixed a number of bugs related to conversions of arena_matrix_cl into matrix_cl. Before this PR such a conversion invoked kernel generator and made a copy of data. Now only references to data are updated.(#2538)
• Fixes kernel generator allocating more local memory than it needed.(#2541)
• Added OpenCL implementation of sorting (sort_asc and sort_desc).(#2550)
• Bugfix OpenCL kernels so that they can no longer modify a const matrix_cl.(#2553)

v4.2.0-rc1

Tagging v4.2.0-rc1